On convergence of vector-valued asymptotic martingales

DOI10.1007/BF00539861zbMath0297.60005MaRDI QIDQ4051342

R. V. Chacon, Louis Sucheston

Publication date: 1975

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Probability measures on topological spaces (60B05) Stopping times; optimal stopping problems; gambling theory (60G40) Convergence of probability measures (60B10)

Related Items

Martingales in the Limit and Amarts ⋮ On almost sure convergence of amarts and martingales without the Radon- Nikodym property ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Unnamed Item ⋮ Asplund operators and a.e. convergence ⋮ Weak and strong convergence of amarts in Frechet spaces ⋮ Unnamed Item ⋮ The riesz decomposition for vector-valued amarts ⋮ Some inequalities for randomly stopped variables with applications to pointwise convergence ⋮ Pettis mean convergence of vector-valued asymptotic martingales ⋮ The Riesz decomposition for vector-valued amarts ⋮ On multivalued supermartingales with continuous parameter:martingale selectors and their regularity ⋮ Unnamed Item ⋮ On representation and regularity of continuous parameter multivalued martingales ⋮ Riesz spaces valued measures and processes ⋮ Decomposition and representation theorem of set-valued amarts ⋮ Convergence theorems for adapted sequences of random sets ⋮ Unnamed Item ⋮ On vector-valued amarts and dimension of banach spaces ⋮ Stability properties of the class of asymptotic martingales ⋮ Martingale generalizations and preservation of martingale properties ⋮ On stopping time directed convergence ⋮ Amarts: A class of asymptotic martingales. A: Discrete parameter ⋮ A refinement of the Riesz decomposition for amarts and semiamarts ⋮ Uniform amarts: A class of asymptotic martingales for which strong almost sure convergence obtains ⋮ Orderamarts: A class of asymptotic martingales ⋮ Summability and vector amarts ⋮ Convergence and representation theorems for set valued random processes ⋮ Characterisations of classes of multivalued processes using Riesz approximations ⋮ Several stability properties of the class of asymptotic martingales ⋮ Convergence and representation theorems for set valued random processes ⋮ Stability and convergence of amarts in Fréchet spaces

Cites Work

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• A 'stopped' proof of convergence
• Convergence of stopped random variables
• Martingales and stochastic integrals. I
• Pointwise in Terms of Weak Convergence
• Pointwise convergence in terms of expectations
• Martingale Convergence and the Radon-Nikodym Theorem in Banach Spaces.
• On Finitely Additive Vector Measures
• Shorter Notes: A Short Proof of the Martingale Convergence Theorem